CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 13-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2024 |
13-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0499 |
1.0468 |
-0.0032 |
-0.3% |
1.0566 |
| High |
1.0532 |
1.0525 |
-0.0007 |
-0.1% |
1.0598 |
| Low |
1.0465 |
1.0454 |
-0.0011 |
-0.1% |
1.0454 |
| Close |
1.0474 |
1.0495 |
0.0021 |
0.2% |
1.0495 |
| Range |
0.0067 |
0.0071 |
0.0004 |
6.0% |
0.0144 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
376,701 |
88,340 |
-288,361 |
-76.5% |
1,580,437 |
|
| Daily Pivots for day following 13-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0704 |
1.0670 |
1.0534 |
|
| R3 |
1.0633 |
1.0599 |
1.0514 |
|
| R2 |
1.0562 |
1.0562 |
1.0508 |
|
| R1 |
1.0528 |
1.0528 |
1.0501 |
1.0545 |
| PP |
1.0491 |
1.0491 |
1.0491 |
1.0499 |
| S1 |
1.0457 |
1.0457 |
1.0488 |
1.0474 |
| S2 |
1.0420 |
1.0420 |
1.0481 |
|
| S3 |
1.0349 |
1.0386 |
1.0475 |
|
| S4 |
1.0278 |
1.0315 |
1.0455 |
|
|
| Weekly Pivots for week ending 13-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0947 |
1.0865 |
1.0574 |
|
| R3 |
1.0803 |
1.0721 |
1.0534 |
|
| R2 |
1.0659 |
1.0659 |
1.0521 |
|
| R1 |
1.0577 |
1.0577 |
1.0508 |
1.0546 |
| PP |
1.0515 |
1.0515 |
1.0515 |
1.0500 |
| S1 |
1.0433 |
1.0433 |
1.0481 |
1.0402 |
| S2 |
1.0371 |
1.0371 |
1.0468 |
|
| S3 |
1.0227 |
1.0289 |
1.0455 |
|
| S4 |
1.0083 |
1.0145 |
1.0415 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0598 |
1.0454 |
0.0144 |
1.4% |
0.0066 |
0.6% |
28% |
False |
True |
316,087 |
| 10 |
1.0634 |
1.0454 |
0.0180 |
1.7% |
0.0073 |
0.7% |
23% |
False |
True |
278,559 |
| 20 |
1.0634 |
1.0341 |
0.0293 |
2.8% |
0.0086 |
0.8% |
53% |
False |
False |
259,531 |
| 40 |
1.0955 |
1.0341 |
0.0615 |
5.9% |
0.0082 |
0.8% |
25% |
False |
False |
235,412 |
| 60 |
1.1250 |
1.0341 |
0.0909 |
8.7% |
0.0074 |
0.7% |
17% |
False |
False |
218,058 |
| 80 |
1.1257 |
1.0341 |
0.0916 |
8.7% |
0.0072 |
0.7% |
17% |
False |
False |
189,925 |
| 100 |
1.1257 |
1.0341 |
0.0916 |
8.7% |
0.0069 |
0.7% |
17% |
False |
False |
152,310 |
| 120 |
1.1257 |
1.0341 |
0.0916 |
8.7% |
0.0064 |
0.6% |
17% |
False |
False |
127,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0826 |
|
2.618 |
1.0710 |
|
1.618 |
1.0639 |
|
1.000 |
1.0596 |
|
0.618 |
1.0568 |
|
HIGH |
1.0525 |
|
0.618 |
1.0497 |
|
0.500 |
1.0489 |
|
0.382 |
1.0481 |
|
LOW |
1.0454 |
|
0.618 |
1.0410 |
|
1.000 |
1.0383 |
|
1.618 |
1.0339 |
|
2.618 |
1.0268 |
|
4.250 |
1.0152 |
|
|
| Fisher Pivots for day following 13-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0493 |
1.0498 |
| PP |
1.0491 |
1.0497 |
| S1 |
1.0489 |
1.0496 |
|